Printed from https://ideas.repec.org/n/nep-ecm/2013-11-29.html
Report NEP-ECM-2013-11-29
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Item repec:hhs:bofrdp:2013_026 is not listed on IDEAS anymore
- James Davidson & Andreea G. Halunga, 2013, "Consistent Model Specification Testing," Discussion Papers, University of Exeter, Department of Economics, number 1312.
- Xiaohu Wang & Jun Yu, 2013, "Limit Theory for an Explosive Autoregressive Process," Working Papers, Singapore Management University, School of Economics, number 08-2013, Nov.
- Anton Skrobotov, 2013, "Local Structural Trend Break in Stationarity Testing," Working Papers, Gaidar Institute for Economic Policy, number 0074, revised 2013.
- Item repec:cep:stiecm:/2013/567 is not listed on IDEAS anymore
- Brewer, Mike & Crossley, Thomas F. & Joyce, Robert, 2013, "Inference with Difference-in-Differences Revisited," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7742, Nov.
- Jason R. Blevins, 2013, "Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data," Working Papers, Ohio State University, Department of Economics, number 13-01, Nov.
- Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013, "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper, University Library of Munich, Germany, number 51570, Nov.
- Eleanor Sanderson & Frank Windmeijer, 2013, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP58/13, Nov.
- Item repec:ner:leuven:urn:hdl:123456789/425563 is not listed on IDEAS anymore
- Anton Skrobotov, 2013, "On GLS-detrending for deterministic seasonality testing," Working Papers, Gaidar Institute for Economic Policy, number 0073, revised 2014.
- Item repec:ner:leuven:urn:hdl:123456789/425555 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2013/566 is not listed on IDEAS anymore
- Item repec:ner:leuven:urn:hdl:123456789/425573 is not listed on IDEAS anymore
- Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013, "Program evaluation with high-dimensional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP57/13, Nov.
- Chorus, Caspar, 2013, "A Generalized Random Regret Minimization Model," MPRA Paper, University Library of Munich, Germany, number 51637, Nov.
- Kyungsub Lee, 2013, "Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data," Papers, arXiv.org, number 1311.5036, Nov, revised Jul 2015.
- Antonio Lijoi & Bernardo Nipoti, 2013, "A class of hazard rate mixtures for combining survival data from different experiments," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 059, Nov.
- Ando, Michihito, 2013, "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2013:15, Nov.
- Harding, Matthew & Lamarche, Carlos, 2013, "Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7741, Nov.
- Geon Ho Choe & Kyungsub Lee, 2013, "Conditional correlation in asset return and GARCH intensity model," Papers, arXiv.org, number 1311.4977, Nov.
- Christoph Aistleitner & Markus Hofer & Robert Tichy, 2013, "A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing," Papers, arXiv.org, number 1311.4698, Nov.
- Andreas Ortman & Le Zhang, 2013, "Exploring the Meaning of Significance in Experimental Economics," Discussion Papers, School of Economics, The University of New South Wales, number 2013-32, Nov.
- R'emy Chicheportiche & Anirban Chakraborti, 2013, "Copulas and time series with long-ranged dependences," Papers, arXiv.org, number 1311.5101, Nov.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013, "Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1350, Nov.